"Enforcing Stationarity through the Prior in Vector Autoregressions."

Sarah E. Heaps (2023)

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DOI: 10.1080/10618600.2022.2079648

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type: Journal Article

metadata version: 2023-09-02

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Sarah E. Heaps:
Enforcing Stationarity through the Prior in Vector Autoregressions. J. Comput. Graph. Stat. 32(1): 74-83 (2023)

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